摘要
Linear mixed effect models with skew-normal errors and distribution-free random effects are considered. The ANOVA-type F-tests are proposed to test the significance of random effects and the hypothesis on fixed effects of interest, respectively. Both tests are proved to be exact F-tests under this model, and the exact confidence interval for fixed effects of interest is derived. Simulation results are given to study the powers of ANOVA-type tests.
基金
supported by the National Natural Science Foundation of China under Grant Nos.11171011 and 11471036
the Natural Science Foundation of Beijing under Grant No.1132007
Beijing Municipal Science and Technology Project under Grant No.km201410005011
